I'm new to this stuff too (got my first nitro rc a month ago). There are 2 ways of priming the engine that I know of.
1) remove the backpressure line (the fuel line that is connected to the exhaust) and blow into it gently, till you see fuel going into the carb. A few things to keep note with this method... remove the hose only from the exhaust end... so basically you are blowing air into the fuel tank (via the hose). Also try and make sure you don't blow any spit into the line.
2) Simply put your finger over the exhaust, and pull the start cord a few times (as if you were starting the engine). This method works for me with my pull start, but not sure how well it'd work with other starters (roto, box)... i'm sure it'll still work well. Note with this method the exhaust may be hot (especially once you start it up and it's been running for a while) so be careful.
I use the second method.
One more thing incase no one has told you... starting for first time can be quite frustrating. The engine is new (i'm assuming) and will be really tight. If you've checked everything (car is on, and remote working properly, glow plug is working, engine is primed) then the car should start within about 10 short pulls (remember not to go he-man on it if you have a pull start... they are pretty easy to break if you give it to it). If the car doesn't start within ten pulls, it'll most probably have flooded, which at the moment is a kind of good thing. Here's what you do once you can't get it started and you've flooded the engine.
- Once the engine is flooded (if you don't know what a flooded engine is it's basically you get to a point where the pull start becomes hard to pull... it'll feel like it's blocked up by something) remove the glow plug and the glow plug washer, get a rag and put it down the heatsink, then pull the starter a few times. This will push the flooded fuel out onto the rag... Note the rag is there just to stop fuel spraying everywhere (mainly stop it getting into your eyes) so just cover the top so the fuel will get soaked into the rag.
- Now with the engine un-flooded, make sure everythign is fine again (car is on, and remote working properly, glow plug is working, engine is primed) and try to start it. Sometimes starting an engine is easy after you flood it. If it doesn't start within about 5 pulls stop.
- Now you'll need a heat gun/hair dryer. If there isnt one in your home, jsut go out and buy the cheapest one you can find. With the hair dryer jsut heat up the engine (not the heatsink... but heat the actual cylinder part of the engine) jsut warm it up for a minute or so and if you pull the starter you'l notice that it gets easier to pull (due to the heat expanding the cylinder). Now once it's a bit warm just try starting again and you should notice it's easier to pull firstly, and it should start pretty easily (within 5 pulls).
Ohh and all the while... make sure you are changing your throttle trim... don't be afraid to put the trim as high as it goes... just make sure you are holding the car when it starts... otherwise it'll shoot off, and be ready to turn the trim down once it's started.
Well that was long but hope it helps you.